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ridge regression
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b1353dddd4
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@ -20,11 +20,13 @@ class RidgeRegression:
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X_scaled = (X - mean) / std
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return X_scaled, mean, std
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def fit(self, X:np.ndarray, y:np.ndarray) -> None:
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X_scaled, mean, std = self.feature_scaling(X)
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m, n = X_scaled.shape
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self.theta = np.zeros(n) # initializing weights to zeros
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for i in range(self.num_iterations):
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predictions = X_scaled.dot(self.theta)
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error = predictions - y
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@ -35,12 +37,14 @@ class RidgeRegression:
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) / m
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self.theta -= self.alpha * gradient # updating weights
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def predict(self, X:np.ndarray) -> np.ndarray:
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X_scaled, _, _ = self.feature_scaling(X)
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return X_scaled.dot(self.theta)
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def compute_cost(self, X:np.ndarray, y:np.ndarray) -> float:
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X_scaled, _, _ = self.feature_scaling(X)
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X_scaled, _, _ = self.feature_scaling(X)
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m = len(y)
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predictions = X_scaled.dot(self.theta)
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@ -49,6 +53,7 @@ class RidgeRegression:
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) * np.sum(self.theta**2)
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return cost
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def mean_absolute_error(self, y_true:np.ndarray, y_pred:np.ndarray) -> float:
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return np.mean(np.abs(y_true - y_pred))
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